+121.6%
IBB vs M
-6.4%
+127.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -1.7% | +2.4% | -4.0% | -1.9% |
| 30D | +4.9% | -11.6% | +16.5% | +6.3% |
| 3M | +24.2% | +1.6% | +22.6% | +23.7% |
| 6M | +23.8% | +25.2% | -1.4% | +20.3% |
| YTD | +23.0% | +3.8% | +19.2% | +21.7% |
| 1Y | +46.2% | +36.3% | +9.8% | +39.9% |
| 3Y | +64.8% | +116.3% | -51.5% | +46.5% |
| 5Y | +20.9% | +28.2% | -7.3% | +10.8% |
| 10Y | +121.6% | -3.4% | +125.0% | +90.5% |
| All | +121.6% | -6.4% | +127.9% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling